Jul 24 – 28, 2017
Other Institutes
Canada/Eastern timezone

Interval estimation of bounded parameters

Not scheduled
Alumni Hall

Alumni Hall

Poster Neutrinos Poster Session


Alexey Lokhov (INR RAS) Fyodor Tkachov (INR RAS)


We consider the construction of interval estimates for the parameters with one-sided constraints. We show that the so-called method of sensitivity limit yields a correct solution of the problem [1]. Derived are the solutions for the cases of a continuous distribution with non-negative estimated parameter and a discrete distribution, specifically a Poisson process with background. For both cases, the best upper limit is constructed that accounts for the a priori information. Particular applications to the neutrino mass measurements, rare processes (neutrinoless double beta-decay etc.) searches and cosmic ray studies are discussed.

[1] A.V. Lokhov, F.V. Tkachov. Confidence intervals with a priori parameter bounds // Phys.Part.Nucl. 46 (2015) 347-365

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